E-mini NASDAQ-100 Future March 2014

Trading Metrics calculated at close of trading on 20-Feb-2014

Day Change Summary
	Previous	Current
	19-Feb-2014	20-Feb-2014	Change	Change %	Previous Week
Open	3,676.00	3,654.50	-21.50	-0.6%	3,560.25
High	3,679.50	3,677.00	-2.50	-0.1%	3,668.00
Low	3,645.25	3,638.25	-7.00	-0.2%	3,550.50
Close	3,654.50	3,671.50	17.00	0.5%	3,661.00
Range	34.25	38.75	4.50	13.1%	117.50
ATR	46.83	46.25	-0.58	-1.2%	0.00
Volume	277,354	269,725	-7,629	-2.8%	1,207,766

Daily Pivots for day following 20-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,778.50	3,763.75	3,692.75
R3	3,739.75	3,725.00	3,682.25
R2	3,701.00	3,701.00	3,678.50
R1	3,686.25	3,686.25	3,675.00	3,693.50
PP	3,662.25	3,662.25	3,662.25	3,666.00
S1	3,647.50	3,647.50	3,668.00	3,655.00
S2	3,623.50	3,623.50	3,664.50
S3	3,584.75	3,608.75	3,660.75
S4	3,546.00	3,570.00	3,650.25

Weekly Pivots for week ending 14-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,979.00	3,937.50	3,725.50
R3	3,861.50	3,820.00	3,693.25
R2	3,744.00	3,744.00	3,682.50
R1	3,702.50	3,702.50	3,671.75	3,723.25
PP	3,626.50	3,626.50	3,626.50	3,637.00
S1	3,585.00	3,585.00	3,650.25	3,605.75
S2	3,509.00	3,509.00	3,639.50
S3	3,391.50	3,467.50	3,628.75
S4	3,274.00	3,350.00	3,596.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,684.75	3,596.75	88.00	2.4%	38.50	1.1%	85%	False	False	253,572
10	3,684.75	3,447.75	237.00	6.5%	43.00	1.2%	94%	False	False	261,067
20	3,684.75	3,412.00	272.75	7.4%	54.50	1.5%	95%	False	False	308,884
40	3,684.75	3,412.00	272.75	7.4%	44.00	1.2%	95%	False	False	246,424
60	3,684.75	3,395.50	289.25	7.9%	40.25	1.1%	95%	False	False	194,745
80	3,684.75	3,308.25	376.50	10.3%	37.75	1.0%	96%	False	False	146,111
100	3,684.75	3,110.00	574.75	15.7%	37.50	1.0%	98%	False	False	116,934
120	3,684.75	3,060.25	624.50	17.0%	32.50	0.9%	98%	False	False	97,453

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.08
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,841.75
2.618	3,778.50
1.618	3,739.75
1.000	3,715.75
0.618	3,701.00
HIGH	3,677.00
0.618	3,662.25
0.500	3,657.50
0.382	3,653.00
LOW	3,638.25
0.618	3,614.25
1.000	3,599.50
1.618	3,575.50
2.618	3,536.75
4.250	3,473.50

Fisher Pivots for day following 20-Feb-2014
Pivot	1 day	3 day
R1	3,667.00	3,668.25
PP	3,662.25	3,664.75
S1	3,657.50	3,661.50

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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